2019 July CAD
-1.54%
MTD
6.95%
YTD
Monthly Performance (net of all fees)
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | 1.72 | 1.79 | 3.13 | 1.15 | 1.35 | -1.54 | 6.95% | ||||||
| 2018 | 6.36 | 4.81 | 0.95 | 0.71 | -0.85 | -1.07 | 2.50 | 1.69 | 3.53 | 0.67 | 0.02 | -0.18 | 20.58% |
| 2017 | 0.27 | 0.05 | 0.35 | 0.25 | 1.39 | 1.45 | 1.77 | 0.12 | 3.27 | 3.61 | 13.96 | 1.96 | 31.51% |
| 2016 | 1.59 | 3.30 | 1.53 | -0.82 | 6.55% |
Risk vs. Return Comparisons Across Indexes
| Month Return | YTD Return | Volatility | Sharpe | Sortino | Beta | Best Month | Worst Month | Annualized | |
|---|---|---|---|---|---|---|---|---|---|
| Caravel | -1.54% | 6.95% | 9.5% | 2.1 | 11.74 | 1.00 | 13.96% | -1.54% | 22.84% |
| Benchmark | 0.89% | 18.415% | 10.53% | 0.84 | 0.88 | -0.04 | 8.375% | -7.65% | 6.39% |